Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 23.61% | 0.08 CHF | 0.10 CHF | 125,000 | 125,000 | 127,380 | 127,379 | 9,546 CHF | 12,093 CHF | 99.97% | 99.97% |
19/11/2024 | 26.97% | 0.07 CHF | 0.09 CHF | 150,000 | 150,000 | 148,747 | 148,747 | 9,555 CHF | 12,530 CHF | 99.85% | 99.85% |
18/11/2024 | 25.05% | 0.08 CHF | 0.10 CHF | 125,000 | 125,000 | 136,395 | 136,398 | 9,521 CHF | 12,249 CHF | 99.91% | 99.91% |
15/11/2024 | 16.67% | 0.09 CHF | 0.11 CHF | 125,000 | 125,000 | 102,298 | 102,298 | 11,319 CHF | 13,365 CHF | 100.00% | 100.00% |
14/11/2024 | 15.96% | 0.12 CHF | 0.14 CHF | 100,000 | 100,000 | 95,297 | 95,296 | 11,002 CHF | 12,908 CHF | 99.63% | 99.63% |
13/11/2024 | 11.02% | 0.16 CHF | 0.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 12,909 CHF | 14,409 CHF | 99.95% | 99.95% |
12/11/2024 | 8.57% | 0.21 CHF | 0.23 CHF | 75,000 | 75,000 | 63,228 | 63,228 | 14,037 CHF | 15,302 CHF | 99.81% | 99.81% |
11/11/2024 | 6.54% | 0.27 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,875 CHF | 15,875 CHF | 99.81% | 99.81% |
08/11/2024 | 5.81% | 0.29 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,775 CHF | 17,775 CHF | 99.83% | 99.83% |
07/11/2024 | 3.89% | 0.43 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,671 CHF | 26,671 CHF | 99.91% | 99.91% |